+11.0%
AMP vs EXR
+1.1%
+9.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | +0.2% | -2.6% | +2.8% | +0.8% |
| 30D | -0.1% | -7.2% | +7.1% | +1.5% |
| 3M | +23.6% | -3.5% | +27.1% | +24.3% |
| 6M | +20.4% | -5.3% | +25.7% | +21.4% |
| YTD | +15.4% | +9.4% | +6.1% | +10.6% |
| 1Y | +11.0% | +1.3% | +9.6% | +7.1% |
| All | +11.0% | +1.1% | +9.9% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling